NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 04-Nov-2013
Day Change Summary
Previous Current
01-Nov-2013 04-Nov-2013 Change Change % Previous Week
Open 96.47 95.00 -1.47 -1.5% 96.96
High 96.74 95.44 -1.30 -1.3% 98.15
Low 94.74 94.50 -0.24 -0.3% 94.74
Close 94.96 95.11 0.15 0.2% 94.96
Range 2.00 0.94 -1.06 -53.0% 3.41
ATR 1.44 1.41 -0.04 -2.5% 0.00
Volume 48,524 40,662 -7,862 -16.2% 188,541
Daily Pivots for day following 04-Nov-2013
Classic Woodie Camarilla DeMark
R4 97.84 97.41 95.63
R3 96.90 96.47 95.37
R2 95.96 95.96 95.28
R1 95.53 95.53 95.20 95.75
PP 95.02 95.02 95.02 95.12
S1 94.59 94.59 95.02 94.81
S2 94.08 94.08 94.94
S3 93.14 93.65 94.85
S4 92.20 92.71 94.59
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 106.18 103.98 96.84
R3 102.77 100.57 95.90
R2 99.36 99.36 95.59
R1 97.16 97.16 95.27 96.56
PP 95.95 95.95 95.95 95.65
S1 93.75 93.75 94.65 93.15
S2 92.54 92.54 94.33
S3 89.13 90.34 94.02
S4 85.72 86.93 93.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.95 94.50 3.45 3.6% 1.09 1.1% 18% False True 39,929
10 99.57 94.50 5.07 5.3% 1.30 1.4% 12% False True 41,636
20 101.81 94.50 7.31 7.7% 1.43 1.5% 8% False True 39,983
40 102.29 94.50 7.79 8.2% 1.43 1.5% 8% False True 30,069
60 104.37 94.50 9.87 10.4% 1.39 1.5% 6% False True 24,559
80 104.37 94.50 9.87 10.4% 1.36 1.4% 6% False True 21,288
100 104.37 89.48 14.89 15.7% 1.32 1.4% 38% False False 19,684
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.44
2.618 97.90
1.618 96.96
1.000 96.38
0.618 96.02
HIGH 95.44
0.618 95.08
0.500 94.97
0.382 94.86
LOW 94.50
0.618 93.92
1.000 93.56
1.618 92.98
2.618 92.04
4.250 90.51
Fisher Pivots for day following 04-Nov-2013
Pivot 1 day 3 day
R1 95.06 95.77
PP 95.02 95.55
S1 94.97 95.33

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.